-53.5%
SQQQ vs MDB
+18.3%
-71.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -1.6% |
| 7D | -0.9% | -17.4% | +16.5% | -5.9% |
| 30D | -0.3% | -2.0% | +1.7% | +0.2% |
| 3M | +2.7% | -3.0% | +5.7% | +4.2% |
| 6M | -43.8% | +48.7% | -92.5% | -33.9% |
| YTD | -42.9% | -12.1% | -30.8% | -43.0% |
| 1Y | -53.5% | +14.5% | -68.0% | -46.9% |
| All | -53.5% | +18.3% | -71.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling